Last price paid | 0.16 | |
Change | +23.08% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 26.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -59.21% |
Year to date (YTD) | n.a. |
1 month | +33.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 63.58 |
Premium | 0.39% |
Premium p.a. | 0.50% |
Leverage | 5.31 |
Implied volatility | 0.41 |
ISIN | CH1305145950 |
Symbol | TEMDTZ |
Security | 130514595 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | TEMENOS N, CH0012453913 |
Underlying ISIN | CH0012453913 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.03.2024 |
Premium | 39.43% |
Premium p.a. | 49.63% |
Leverage | 19.23 |
Implied volatility | 40.77% |
Moneyness | out-of-the-money |
Leverage | 5.3137 |
Delta | 0.2764 |
Gamma | 0.0008 |
Theta | -0.0007 |
Rho | 0.0053 |
Vega | 0.0089 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 83.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |